Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

• Κύριος συγγραφέας: Govindan, T. E. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Probability Theory and Stochastic Modelling, 79
• Θέματα: Mathematics.; Partial differential equations.; Probabilities.; Control engineering.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Control.

This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida app...

Πίνακας περιεχομένων:

• Preface
• Notations and Abbreviations
• Introduction and Motivating Examples
• Mathematical machinery
• Yosida Approximations of Stochastic Differential Equations
• Yosida Approximations of Stochastic Differential Equations with Jumps
• Applications to Stochastic Stability
• Applications to Stochastic Optimal Control
• Appendix A: Nuclear and Hilbert-Schmidt Operators
• Appendix B: Multivalued Maps
• Appendix C: Maximal Monotone Operators
• Appendix D: The Duality Mapping
• Appendix E: Random Multivalued Operators
• Bibliographical Notes and Remarks
• Bibliography.